Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.22 | 0.02 |
| R-squared | 93 | 0.89 |
| Standard deviation | 18.19 | 0.20 |
| Sharpe ratio | 0.56 | 0.01 |
| Treynor ratio | 8.59 | 0.21 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.26 | 0.02 |
| R-squared | 91 | 0.87 |
| Standard deviation | 18.48 | 0.16 |
| Sharpe ratio | 0.66 | 0.01 |
| Treynor ratio | 10.46 | 0.21 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.07 | 0.01 |
| R-squared | 92 | 0.87 |
| Standard deviation | 16.72 | 0.15 |
| Sharpe ratio | 0.65 | 0.01 |
| Treynor ratio | 9.65 | 0.15 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 34.82 |
| Price/Book (P/B) | 0.11 | 8.34 |
| Price/Sales (P/S) | 0.17 | 4.62 |
| Price/Cashflow (P/CF) | 0.04 | 23.95 |
| Median market vapitalization | 241.25K | 310.21K |
| 3-year earnings growth | 21.26 | 23.61 |